The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps
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| Datum: | 2012 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
2012
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| Schriftenreihe: | Theory of Stochastic Processes |
| Online Zugang: | http://jnas.nbuv.gov.ua/article/UJRN-0000728788 |
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| Назва журналу: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
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open-sciencenbuvgovua-934402024-04-17T16:58:37Z The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps D. Gusak Ie. Karnaukh 0321-3900 2012 en Theory of Stochastic Processes http://jnas.nbuv.gov.ua/article/UJRN-0000728788 Article |
| institution |
Library portal of National Academy of Sciences of Ukraine | LibNAS |
| collection |
Open-Science |
| language |
English |
| series |
Theory of Stochastic Processes |
| spellingShingle |
Theory of Stochastic Processes D. Gusak Ie. Karnaukh The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps |
| format |
Article |
| author |
D. Gusak Ie. Karnaukh |
| author_facet |
D. Gusak Ie. Karnaukh |
| author_sort |
D. Gusak |
| title |
The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps |
| title_short |
The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps |
| title_full |
The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps |
| title_fullStr |
The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps |
| title_full_unstemmed |
The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps |
| title_sort |
unified form of pollaczek-khinchine formula for levy processes with matrix-exponential negative jumps |
| publishDate |
2012 |
| url |
http://jnas.nbuv.gov.ua/article/UJRN-0000728788 |
| work_keys_str_mv |
AT dgusak theunifiedformofpollaczekkhinchineformulaforlevyprocesseswithmatrixexponentialnegativejumps AT iekarnaukh theunifiedformofpollaczekkhinchineformulaforlevyprocesseswithmatrixexponentialnegativejumps AT dgusak unifiedformofpollaczekkhinchineformulaforlevyprocesseswithmatrixexponentialnegativejumps AT iekarnaukh unifiedformofpollaczekkhinchineformulaforlevyprocesseswithmatrixexponentialnegativejumps |
| first_indexed |
2025-07-22T13:18:51Z |
| last_indexed |
2025-07-22T13:18:51Z |
| _version_ |
1850421232620535808 |